Stochastic differential equations with perturbations driven by G-Brownian motion

DOI10.1007/S12346-020-00411-3zbMATH Open1460.60055OpenAlexW3045464310MaRDI QIDQ2006830FDOQ2006830

R. Sakthivel, Yong Ren

Publication date: 12 October 2020

Published in: Qualitative Theory of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12346-020-00411-3

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zbMATH Keywords

\(G\)-Brownian motionsmall perturbationperturbed stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

Cites Work

• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
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• Nonlinear Expectations and Stochastic Calculus under Uncertainty
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• On perturbed nonlinear Itô type stochastic integrodifferential equations
• Functionally perturbed stochastic differential equations
• Quantitative results for perturbed stochastic differential equations
• Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems
• Backward stochastic Volterra integral equations with additive perturbations

Cited In (11)

• Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
• Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• A note on the stochastic differential equations driven by \(G\)-Brownian motion
• Stochastic analysis for vector-valued generalized grey Brownian motion
• Title not available (Why is that?)
• A generalized stochastic differential utility driven by \(G\)-Brownian motion
• Stochastic dynamics of a two-species patch-system with ratio-dependent functional response
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
• On oscillations of the geometric Brownian motion with time-delayed drift
• The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion

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